Sounds like your in a major flare up. You didn't mention if you're on any medications, like Patty said when in a flare your Dr may have to adjust your medications. If you're not on any medications you may need to start some, you'll be surprised at how well you'll feel once the medications start to work.
If you're on medication now, how long have you been on them and which ones are you taking? The medication that is most commonly started first and has the least amount of side effects is Plaquenil. This medication can take up to 6 months before you really notice that you're felling better.
The burning sensation in your muscles, shoulders, and neck all are your typical fibro stuff. I swear at times I have a little fairy inside my shoulders with a lighter and they are burning the shoulders away. For me with my muscles issues, headaches, and pain from my fibro are best dealt with massage. I get a massage twice a month also heat helps with the pain in these areas. Ice only makes me tighter and I feel worse with the stuff.
The headaches can come from either one of your conditions, as well as the fatigue. Each patient is so different that's why lupus is known as the disease of 1,000 faces. Some patients have mild cases and do not required medications and others (like me) flare all the time and take boat loads of medications. Try not to get to discouraged. I know easier said than done, but we all know how you are feeling. I hope that the Dr is able to try something different for you and you start feeling better NOW.
Come and vent and ask questions, someone here will have a suggestion for you one way or the other. Hang in there and let us know what the Dr has to say.
DX- RA, Lupus, Fibro, LGL Leukemia, Obstructive & Central Sleep Apnea, Pulmonary Hypertension, Bells Palsy, Gastroparsis, Blood Clots, Glaucoma, Chronic Pericarditis & Pleurisy, Severe Anemia. Way to many medications to list.